Thu, 03 Mar 2016

16:00 - 17:30
L4

Stochastic Dependence ,Extremal Risks and Optimal Payoffs

Ludger Rüschendorf
(Mathematische Stochastik Albert-Ludwigs University of Freiburg)
Abstract

We describe the possible influence of stochastic 
dependence on the evaluation of
the risk of joint portfolios and establish relevant risk bounds.Some 
basic tools for this purpose are  the distributional transform,the 
rearrangement method and extensions of the classical Hoeffding -Frechet 
bounds based on duality theory.On the other hand these tools find also 
essential applications to various problems of optimal investments,to the 
construction of cost-efficient payoffs as well as to various optimal 
hedging problems.We
discuss in detail the case of optimal payoffs in Levy market models as 
well as utility optimal payoffs and hedgings
with state dependent utilities.

Thu, 03 Mar 2016

16:00 - 17:00
L3

Non-linear continuum models for planar extensible beams and pantographic lattices of beams: Heuristic homogenization, experimental and numerical examples of equilibrium in large deformation

Francesco dell'Isola
(Universita di Roma)
Abstract
There are relatively few results in the literature of non-linear beam theory: we recall here the very first classical results by Euler–Bernoulli and the researches stemming from von Kármán for moderately large rotations but small strains. In this paper, we consider a discretized springs model for extensible beams and propose a heuristic homogenization technique of the kind first used by Piola. The homogenized energy obtained has some peculiar features which we start to describe by solving numerically some exemplary deformation problems. Furthermore we consider pantographic structures constituted by the introduced nonlinear beams and study some planar deformation problems. Numerical solutions for these 2D problems are obtained via minimization of energy and are compared via some experimental measurements, in which the importance of elongation phenomena are clearly pointed out. In the conclusions we indicate a list of some mathematical problems which seems worth of consideration. 
 
Indeed Already Piola in 1848 introduces for microscopically discrete systems to be described via a continuum model: i) the micro-macro kinematical map, ii) the identification of micro- macro work functional and iii) the consequent determination of macro-constitutive equations in terms of the micro properties of considered mechanical system.
 
Piola uses, following the standards of his time, a rigorous mathematical deduction process and considers separately one dimensional, two dimensional and three dimensional continua as continua whose reference configuration is a curve, a surface or a regular connected subset of Euclidean three dimensional space. This subdivision of the presented matter is also followed by Cosserat Brothers: how to detect the influence on their works exerted by Piola’s pioneering ones is a historical problem which deserves further in-depth studies.
 
In the present paper we follow the spirit of Piola while looking for Lagrange density functions for a class of non-linear one dimensional continua in planar motion: we focus on modeling phenomena in which both extensional and bending deformations are of relevance.
 
Usually in literature the simultaneous extension and bending deformation of a beam is not considered: however when considering two dimensional continua embedding families of fibers as a model of some specific microstructured mechanical systems (as fiber fabrics or pantographic sheets ) the assumption that the fibers cannot extend while bending is not phenomenologically well-grounded. Therefore, we are led in the second part of the present paper to present some two dimensional continua in which the second gradient of in plane displacement (involving so called geodesic bending) appears in the expression of deformation energy.
 
The modeling assumptions are, in both cases, based on a physically reasonable discrete microstructure of used beams: in engineering literature these microstructures, constituted by extensional and rotational springs and possibly rigid bars, were introduced in order to get discrete Lagrangian approximation of continuum models in linearized regimes.
 
A natural development, involving the study of spatial placements of one dimensional or two dimensional continua or the introduction of three dimensional continua embedding reinforcement fibers will be subject of further investigations.
 
The study of pantographic sheets by means of a micro model based on Cauchy first gradient continuum models involves the choice of relatively small length scale, implying the introduction of numerical models involving finite elements with several millions of degrees of freedom: the computational burden of such models makes their use, at least in the mid term horizon, absolutely inappropriate. The higher gradient reduced order model presented in this paper involves a rather more effective numerical modeling whose performances (as will be shown in a forthcoming paper Giorgio et al. in preparation) are however absolutely comparable.
 
However the problem of formulating intermediate meso modeling, involving a class of Generalised Beam Theories, will be necessarily to be confronted: for instance the deformation of beam sections involving warping, Poisson effects, elastic necking or large shear or twist deformation can definitively be studied via reduced order models not resorting to the most detailed micro Cauchy first gradient models.
 
One should also remark that higher gradient continuum models may require novel integration schemes, more suitable to their intrinsic structure: we expect that isogeometric methods may further increase the effectiveness of the reduced models we present here, especially when completely spatial models will be considered .
Thu, 03 Mar 2016

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Sparse iterative solvers on GPGPUs and applications

Dr Salvatore Filippone
(Cranfield University)
Abstract

We will review the basic building blocks of iterative solvers, i.e. sparse matrix-vector multiplication, in the context of GPU devices such 
as the cards by NVIDIA; we will then discuss some techniques in preconditioning by approximate inverses, and we will conclude with an 
application to an image processing problem from the biomedical field.

Thu, 03 Mar 2016
12:00
L6

Some regularity results for classes of elliptic systems with "structure"

Lisa Beck
(Universitat Ausburg)
Abstract
We address regularity properties of (vector-valued) weak solutions to quasilinear elliptic systems, for the special situation that the inhomogeneity grows naturally in the gradient variable of the unknown (which is a setting appearing for various applications). It is well-known that such systems may admit discontinuous and even unbounded solutions, when no additional structural assumption on the inhomogeneity or on the leading elliptic operator or on the solution is imposed. In this talk we discuss two conceptionally different types of such structure conditions. First, we consider weak solutions in the space $W^{1,p}$ in the limiting case $p=n$ (with $n$ the space dimension), where the embedding into the space of continuous functions just fails, and we assume on the inhomogeneity a one-sided condition. Via a double approximation procedure based on variational inequalities, we establish the existence of a weak solution and prove simultaneously its continuity (which, however, does not exclude in general the existence of irregular solutions). Secondly, we consider diagonal systems (with $p=2$) and assume on the inhomogeneity sum coerciveness. Via blow-up techniques we here establish the existence of a regular weak solution and Liouville-type properties. All results presented in this talk are based on joint projects with Jens Frehse (Bonn) and Miroslav Bulíček (Prague).
Thu, 03 Mar 2016
11:00
C5

'Additive extensions and Pell's equation in polynomials'.

H.Schmidt
(Oxford)
Abstract

We will discuss families of Pell's equation in polynomials 
with one complex parameter. In particular the relation between 
the generic equation and its specializations. Our emphasis will
be on families with a triple zero. Then additive extensions enter 
the picture. 

Wed, 02 Mar 2016

16:00 - 17:00
C3

Group Cohomology and Quasi-Isometries

Alex Margolis
(Oxford)
Abstract

I will present a basic overview of finiteness conditions, group cohomology, and related quasi-isometry invariance results. In particular, I will show that if a group satisfies certain finiteness conditions, group cohomology with group ring coefficients encodes some structure of the `homology at infinity' of a group. This is seen for hyperbolic groups in the work of Bestvina-Mess, which relates the group cohomology to the Čech cohomology of the boundary.

Wed, 02 Mar 2016
15:00

Cryptographic Algorithms Used in Trusted Platform Modules

Liqun Chen
(Hewlett Packard Labs)
Abstract

Trusted Platform Modules (TPMs) are currently used in large numbers of computers. In this talk, I will discuss the cryptographic algorithms supported by the current version of the Trusted Platform Modules (Version 1.2) and also those due to be included in the new version  (Version 2.0).  After briefly introducing the history of TPMs, and the difference between these two generations TPMs, I will focus on the challenges faced in developing Direct Anonymous Attestation (DAA) an algorithmic scheme designed to preserve privacy and included in TPMs.

Tue, 01 Mar 2016

15:45 - 16:45
L4

Topological Fukaya category and homological mirror symmetry

Nicolo Sibilla
(UBC Vancouver)
Abstract

The topological Fukaya category is a combinatorial model of the Fukaya category of exact symplectic manifolds which was first proposed by Kontsevich. In this talk I will explain work in progress (joint with J. Pascaleff and S. Scherotzke) on gluing techniques for the topological Fukaya category that are closely related to Viterbo functoriality. I will emphasize applications to homological mirror symmetry for three-dimensional CY LG models, and to Bondal's and Fang-Liu-Treumann-Zaslow's coherent constructible correspondence for toric varieties.  

Tue, 01 Mar 2016

15:00 - 16:00
L1

A "Simple" Answer to a "Not Quite Simple" Problem - The Prequel to A "Simple" Question

Kesavan Thanagopal
(Oxford University)
Abstract

In this seminar, I aim to go through the "main prequel" of the talk I gave during the first Advanced Class of this term, and provide a "simple" answer to Abraham Robinson's original question that he posed in 1973 regarding the (un)decidability of finitely generated extensions of undecidable fields. I will provide a quick introduction to, and some classical results from, the mathematical discipline of Field Arithmetic, and using these results show that one can construct undecidable (large) fields that have finitely generated extensions which are decidable. Of course, as I had mentioned in the advanced class, a counterexample to the "simple" question that I have been working on unfortunately does not seem to lie within this class of large fields. If time permits, I will provide a sneak peek into the possible "sequel" by briefly talking about what the main issue of solving the "simple" problem is, and how a "hide-and-seek" method might come in handy in tackling that problem.

Tue, 01 Mar 2016
14:30
L3

Kerdock matrices and the efficient quantization of subsampled measurements

Andrew Thompson
(University of Oxford)
Abstract

Kerdock matrices are an attractive choice as deterministic measurement matrices for compressive sensing. I'll explain how Kerdock matrices are constructed, and then show how they can be adapted to one particular  strategy for quantizing measurements, in which measurements exceeding the desired dynamic range are rejected.

Tue, 01 Mar 2016
14:30
L6

Ramsey Classes and Beyond

Jaroslav Nešetřil
(Charles University, Prague)
Abstract

Ramsey classes may be viewed as the top of the line of Ramsey properties. Classical and not so classical examples of Ramsey classes of finite structures were recently extended by many new examples which make the characterisation of Ramsey classes  realistic (and in many cases known). Particularly I will cover recent  joint work with J. Hubicka.
 

Tue, 01 Mar 2016

14:15 - 15:30
L4

There And Back Again: A Localization's Tale.

Sian Fryer
(Leeds)
Abstract

The prime spectrum of a quantum algebra has a finite stratification in terms
of a set of distinguished primes called H-primes, and we can study these
strata by passing to certain nice localizations of the algebra.  H-primes
are now starting to show up in some surprising new areas, including
combinatorics (totally nonnegative matrices) and physics, and we can borrow
techniques from these areas to answer questions about quantum algebras and
their localizations.    In particular, we can use Grassmann necklaces -- a
purely combinatorial construction -- to study the topological structure of
the prime spectrum of quantum matrices.

Mon, 29 Feb 2016
16:30
C1

Torelli and Borel-Tits theorems via trichotomy

Carlos Alfonso Ruiz Guido
((Oxford University))
Abstract

Using the "trichotomy principle" by Boris Zilber I will give model theoretic proofs of appropriate versions of Torelli theorem and Borel-Tits theorem. The first one has interesting applications to anabelian geometry, I won't assume any prior knowledge in model theory.

Mon, 29 Feb 2016

16:00 - 17:00
L4

Crystallization Results for Optimal Location Problems

David Bourne
(Durham University)
Abstract

While it is believed that many particle systems have periodic ground states, there are few rigorous crystallization results in two and more dimensions. In this talk I will show how results by the Hungarian geometer László Fejes Tóth can be used to prove that an idealised block copolymer energy is minimised by the triangular lattice. I will also discuss a numerical method for a broader class of optimal location problems and some conjectures about minimisers in three dimensions. This is joint work with Mark Peletier, Steven Roper and Florian Theil. 

Mon, 29 Feb 2016
15:45
L6

Bordered Floer homology via immersed curves

Liam Watson
(Glasgow)
Abstract

Bordered Floer homology is a variant of Heegaard Floer homology adapted to manifolds with boundary. I will describe a class of three-manifolds with torus boundary for which these invariants may be recast in terms of immersed curves in a punctured torus. This makes it possible to recast the paring theorem in bordered Floer homology in terms of intersection between curves leading, in turn, to some new observations about Heegaard Floer homology. This is joint work with Jonathan Hanselman and Jake Rasmussen. 

Mon, 29 Feb 2016

15:45 - 16:45
C4

Malliavin Calculus for Regularity Structures: the case of gPAM

Guiseppe Cannizzaro
(TU Berlin)
Abstract

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, notably an extension of the structure which accommodates a robust and purely deterministic translation operator in L^2-directions between models. In the concrete context of the generalized parabolic Anderson model in 2D -one of the singular SPDEs discussed in the afore-mentioned article - we establish existence of a density at positive times.

Mon, 29 Feb 2016
14:15
L4

The topology of area-minimizing surfaces in manifolds of non-negative curvature

Otis Chodosh
(Cambridge)
Abstract

Work of Schoen--Yau in the 70's/80's shows that area-minimizing (actually stable) two-sided surfaces in three-manifolds of non-negative scalar curvature are of a special topological type: a sphere, torus, plane or cylinder. The torus and cylinder cases are "borderline" for this estimate. It was shown by Cai--Galloway in the late 80's that the torus can only occur in a very special ambient three manifold. We complete the story by showing that a similar result holds for the cylinder. The talk should be accessible to those with a basic knowledge of curvature in Riemannian geometry.

Mon, 29 Feb 2016

14:15 - 15:15
C4

Rough Gronwall Lemma and weak solutions to RPDEs

Martina Hofmanova
(TU Berlin)
Abstract

In this talk, I will present recent results that give the necessary mathematical foundation for the study of rough path driven PDEs in the framework of weak solutions. The main tool is a new rough Gronwall Lemma argument whose application is rather wide: among others, it allows to derive the basic energy estimates leading to the proof of existence for e.g. parabolic RPDEs. The talk is based on a joint work with Aurelien Deya, Massimiliano Gubinelli and Samy Tindel.

Mon, 29 Feb 2016

12:00 - 13:00
L5

Black holes, entropy, and mock modular forms

Sameer Murthy
(Kings College London)
Abstract

It was discovered in the 1970s that black holes are thermodynamic objects carrying entropy, thus suggesting that they are really an ensemble of microscopic states. This idea has been realized in a remarkable manner in string theory, wherein one can describe these ensembles in a class of models. These ensembles are known, however, to contain configurations other than isolated black holes, and it remains an outstanding problem to precisely isolate a black hole in the microscopic ensemble. I will describe how this problem can be solved completely in N=4 string theory. The solution involves surprising relations to mock modular forms -- a class of functions first discovered by S. Ramanujan about 95 years ago. 

Fri, 26 Feb 2016

16:00 - 17:00
L1

Self-awareness, assertiveness & productive relationships

Alison Trinder and Dave Hewett
Abstract

Who are you?  What motivates you?  What's important to you?  How do you react to challenges and adversities?  In this session we will explore the power of self-awareness (understanding our own characters, values and motivations) and introduce assertiveness skills in the context of building positive and productive relationships (with colleagues, collaborators, students and others).

Fri, 26 Feb 2016
14:15
C3

Benchmark problems for wave propagation in layered media

Chris Farmer
(University of Oxford)
Abstract

Accurate methods for the first-order advection equation, used for example in tracking contaminants in fluids, usually exploit the theory of characteristics. Such methods are described and contrasted with methods that do not make use of characteristics.

Then the second-order wave equation, in the form of a first-order system, is considered. A review of the one-dimensional theory using solutions of various Riemann problems will be provided. In the special case that the medium has the ‘Goupillaud’ property, that waves take the same time to travel through each layer, one can derive exact solutions even when the medium is spatially heterogeneous. The extension of this method to two-dimensional problems will then be discussed. In two-dimensions it is not apparent that exact solutions can be found, however by exploiting a generalised Goupillaud property, it is possible to calculate approximate solutions of high accuracy, perhaps sufficient to be of benchmark quality. Some two-dimensional simulations, using exact one-dimensional solutions and operator splitting, will be described and a numerical evaluation of accuracy will be given.

Fri, 26 Feb 2016

13:00 - 14:00
L3

Tunneling in Theories with Many Fields

Sonia Paban
(University of Texas at Austin)
Abstract

The possibility of a landscape of metastable vacua raises the question of what fraction of vacua are truly long lived. Naively any would-be vacuum state has many nearby decay paths, and all possible decays must be suppressed. An interesting model of this phenomena consists of N scalars with a random potential of fourth order. We show that the scaling of the typical minimal bounce action with N is readily understood. We discuss the extension to more realistic landscape models as well as the effects of gravity.